(a) Two independent r.v.s, X 1 and X 2 , take on values 1,2 with equal probabilities....

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(a) Two independent r.v.’s, X1 and X2, take on values 1,2 with equal probabilities. Without calculations, guesswhether all possible values of the sum X+ X2 are also equally likely. Give a heuristic explanation. Using the convolution formula, find all probabilities fn = P(X1 +
X2 = n). Graph fn as a function of n. (You may consider only integer n, or connect neighbor points by straight lines.)

(b) Do the same for X1 and X2 taking on equiprobable values 1, ..., r for a natural r.

(c) Connect this problem with Exercise 10 and compare the results.

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